It's complicated. They were together in Paris, but obviously after what happened with Jenny shooting that guy and Gibbs covering for her, it's was a bit ... weird. Then Jenny got a job in charge of a group on Europe. Gibbs asked to come back with him but she said no. I think it was because she wanted her career more than him :(
But anyway, that's when they broke up and then she came back as Director so they couldn't rekindle anything they had in Paris. But I think that she realised that she really did love him before she died. :(
Anyone correct me if I'm wrong in places, or all of it. I think I forgot some parts.